Making glass Orbs with effects inside
Final result



It's extremely simple setup. The one from your image.

Steps


Create UV Sphere and add to it Glass Shader.
Add Plane with choosen image, use Emission Shader for this. You can use Images as Plane Addon then you need to switch from Diffuse to Emission.
Place Plane behind Sphere and...
That's it.




Final thoughts:

If you want clear background behind the orb, select Plane and in Object tab > Cycles Settings, uncheck Ray Visibility > Camera.